Cross Correlation Function |
Parameter | Value |
Box-Cox transformation parameter (lambda) of X series | 1 |
Degree of non-seasonal differencing (d) of X series | 0 |
Degree of seasonal differencing (D) of X series | 1 |
Seasonal Period (s) | 12 |
Box-Cox transformation parameter (lambda) of Y series | 1 |
Degree of non-seasonal differencing (d) of Y series | 0 |
Degree of seasonal differencing (D) of Y series | 0 |
k | rho(Y[t],X[t-k]) |
-13 | 0.279076664313528 |
-12 | 0.374752142695155 |
-11 | 0.0511854017560024 |
-10 | 0.413872787354109 |
-9 | 0.269005687500982 |
-8 | 0.108270818631738 |
-7 | 0.282039283062446 |
-6 | 0.211617086322655 |
-5 | 0.0638828033923742 |
-4 | 0.323596806209968 |
-3 | 0.131473593485516 |
-2 | 0.00512737237257253 |
-1 | 0.22126907700475 |
0 | -0.0394899713187497 |
1 | -0.0117874691322641 |
2 | 0.181810337141005 |
3 | -0.121908810567629 |
4 | -0.0862751547218497 |
5 | 0.0254217182595639 |
6 | -0.14716391265108 |
7 | -0.123539852655861 |
8 | -0.0123837859106411 |
9 | -0.218743174394968 |
10 | -0.191247398476388 |
11 | -0.0608498165313204 |
12 | -0.266022159575433 |
13 | -0.168200117165143 |